Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'023'410 CHF | 1'024'410 CHF | 100.00% | 100.00% |
19.11.2024 | 0.11% | 10.32 CHF | 10.33 CHF | 100'000 | 100'000 | 98'650 | 98'650 | 1'034'940 CHF | 1'035'960 CHF | 100.00% | 100.00% |
18.11.2024 | 0.10% | 10.46 CHF | 10.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'014'690 CHF | 1'015'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.12% | 9.88 CHF | 9.89 CHF | 100'000 | 100'000 | 98'303 | 98'303 | 973'922 CHF | 974'945 CHF | 100.00% | 100.00% |
14.11.2024 | 0.11% | 9.76 CHF | 9.77 CHF | 100'000 | 100'000 | 99'348 | 99'348 | 938'372 CHF | 939'382 CHF | 99.22% | 99.22% |
13.11.2024 | 0.11% | 10.02 CHF | 10.03 CHF | 100'000 | 100'000 | 99'418 | 99'418 | 1'007'910 CHF | 1'008'920 CHF | 96.48% | 96.48% |
12.11.2024 | 0.10% | 9.85 CHF | 9.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 976'795 CHF | 977'795 CHF | 100.00% | 100.00% |
11.11.2024 | 0.10% | 9.75 CHF | 9.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'027'850 CHF | 1'028'850 CHF | 99.99% | 99.99% |
08.11.2024 | 0.09% | 10.50 CHF | 10.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'060'430 CHF | 1'061'430 CHF | 100.00% | 100.00% |
07.11.2024 | 0.10% | 10.83 CHF | 10.84 CHF | 100'000 | 100'000 | 99'694 | 99'694 | 1'045'900 CHF | 1'046'910 CHF | 99.92% | 99.92% |